Not sure what all is in links. You need to put the arena file the right place. Idk how your computer si set up but my file is in ... virtual store - program files - pj64 - plugin - hires_texture - WWF No Mercy. Drop the whole folder from download in there

You need to make or maybe it's provided in the download hires_texture folder and WWF No Mercy folder

You may need to put .fla save in also not sure. Delete old .fla (or move it somewhere else) and stick in ... virtual store - program files - pj64 - save. There you'll see the saves of WWF No Mercy and probably other games that you played.